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Working Papers

From Czech National Bank
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2022/6: Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical? Downloads
Milan Szabo
2022/5: Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data Downloads
Robert Ambrisko
2022/4: Monetary Policy and the Financial Cycle: International Evidence Downloads
Jaromir Baxa and Jan Žáček
2022/3: Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending Downloads
Martin Hodula, Milan Szabo, Lukas Pfeifer and Martin Melecký
2022/2: Application of Quantum Computers in Foreign Exchange Reserves Management Downloads
Martin Vesely
2022/1: Price Level Targeting with Imperfect Rationality: A Heuristic Approach Downloads
Vojtech Molnar
2021/10: Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures Downloads
Zuzana Gric, Josef Bajzik and Ondrej Badura
2021/9: Non-linear Effects of Market Concentration on the Underwriting Profitability of the Non-life Insurance Sector in Europe Downloads
Jan Janku and Ondrej Badura
2021/8: A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending Downloads
Simona Malovana, Martin Hodula, Josef Bajzik and Zuzana Gric
2021/7: Learning and Cross-Country Correlations in a Multi-Country DSGE Model Downloads
Volha Audzei
2021/6: Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates? Downloads
Jin Cao, Valeriya Dinger, Tomas Gomez, Zuzana Gric, Martin Hodula, Alejandro Jara, Ragnar Juelsrud, Karolis Liaudinskas, Simona Malovana and Yaz Terajima
2021/5: Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries Downloads
Martin Hodula and Ngoc Anh Ngo
2021/4: The Rushin Index: A Weekly Indicator of Czech Economic Activity Downloads
Tomas Adam, Ondrej Michalek, Ales Michl and Eva Slezakova
2021/3: Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks Downloads
Michal Franta and Jan Libich
2021/2: The Effects of Minimum Wage Increases in the Czech Republic Downloads
Jakub Grossmann
2021/1: Deriving Equity Risk Premium Using Dividend Futures Downloads
Martin Časta
2020/15: How Bad Are Trade Wars? Evidence from Tariffs Downloads
Petr Polak, Nikol Polakova and Anna Tlusta
2020/14: The Effect of Monetary Policy on House Prices - How Strong is the Transmission? Downloads
Dominika Ehrenbergerova and Josef Bajzik
2020/13: Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices Downloads
Zuzana Rakovska
2020/12: A Top-down Stress-testing Framework for the Nonfinancial Corporate Sector Downloads
Vojtech Siuda
2020/11: Estimating Commercial Property Price Misalignment in the CEE Countries Downloads
Hana Hejlova, Michal Hlaváček and Blanka Vackova
2020/10: The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics Downloads
Zuzana Rakovska, Dominika Ehrenbergerova and Martin Hodula
2020/9: The Intertemporal Cost of Living and Dynamic Inflation: The Case of the Czech Republic Downloads
Ivan Sutoris
2020/8: On the Determinants of Life and Non-Life Insurance Premiums Downloads
Martin Hodula, Jan Janku, Martin Časta and Adam Kučera
2020/7: The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework Downloads
František Brázdik, Tibor Hledik, Zuzana Humplova, Iva Martonosi, Karel Musil, Jakub Rysanek, Tomáš Šestořád, Jaromir Tonner, Stanislav Tvrz and Jan Žáček
2020/6: A Model of the Euro Area, China and the United States: Trade Links and Trade Wars Downloads
Volha Audzei and Jan Bruha
2020/5: Does Capital-Based Regulation Affect Bank Pricing Policy? Downloads
Dominika Ehrenbergerova, Martin Hodula and Zuzana Rakovska
2020/4: Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium Downloads
Alexis Derviz
2020/3: Growth-at-Risk: Bayesian Approach Downloads
Milan Szabo
2020/2: Finance, Growth and (Macro)Prudential Policy: European Evidence Downloads
Martin Hodula and Ngoc Anh Ngo
2020/1: Dynamics of Czech Inflation: The Role of the Trend and the Cycle Downloads
Michal Franta and Ivan Sutoris
2019/12: The Elasticity of Substitution between Domestic and Foreign Goods: A Quantitative Survey Downloads
Josef Bajzik, Tomas Havranek, Zuzana Irsova and Jiří Schwarz
2019/11: Too Much of a Good Thing? Households' Macroeconomic Conditions and Credit Dynamics Downloads
Martin Hodula, Simona Malovana and Jan Frait
2019/10: Introducing a New Index of Households' Macroeconomic Conditions Downloads
Martin Hodula, Simona Malovana and Jan Frait
2019/9: How to Improve the Model Selection Procedure in a Stress-testing Framework Downloads
Jiri Panos and Petr Polak
2019/8: Death to the Cobb-Douglas Production Function? A Quantitative Survey of the Capital-Labor Substitution Elasticity Downloads
Sebastian Gechert, Tomas Havranek, Zuzana Irsova and Dominika Ehrenbergerova
2019/7: Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model Downloads
Alexis Derviz
2019/6: Introducing Macro-Financial Variables into a Semi-Structural Model Downloads
Dominika Ehrenbergerova and Simona Malovana
2019/5: Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place Downloads
Martin Hodula
2019/4: Banks' Credit Losses and Provisioning over the Business Cycle: Implications for IFRS 9 Downloads
Simona Malovana and Zaneta Tesarova
2019/3: Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve Downloads
Ales Bulir and Jan Vlcek
2019/2: The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters Downloads
Dominika Kolcunová and Simona Malovana
2019/1: The Czech Exchange Rate Floor: Depreciation without Inflation? Downloads
Jaromir Baxa and Tomáš Šestořád
2018/19: Independent Monetary Policy Versus a Common Currency: A Macroeconomic Analysis for the Czech Republic Through the Lens of an Applied DSGE Model Downloads
Jan Bruha and Jaromir Tonner
2018/18: Assessing the External Demand of the Czech Economy: Nowcasting Foreign GDP Using Bridge Equations Downloads
Tomas Adam and Filip Novotný
2018/17: Labour Market Flows over the Business Cycle: The Role of the Participation Margin Downloads
Kamil Galuscak, Jan Šolc and Paweł Strzelecki
2018/16: Off the Radar: Exploring the Rise of Shadow Banking in the EU Downloads
Martin Hodula
2018/15: The Leverage Ratio and Its Impact on Capital Regulation Downloads
Lukáš Pfeifer, Martin Hodula, Libor Holub and Zdeněk Pikhart
2018/14: What Influences Private Investment? The Case of the Czech Republic Downloads
Martin Gurtler
2018/13: How Do Large Banking Groups Manage the Efficiency of Their Subsidiaries? Evidence from CEE Downloads
Václav Hausenblas and Jitka Lesanovska
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